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Direxion Shares ETF Trust Direxion Daily TSLA Bear 1X ETF TSLS

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Market dataready · fetched 2026-11-12T00:45:29.440Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:10:31.84574516Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:45:28.948669+00:00

Share price$51.32
1D-1.4%
AH$50.09$50.49$50.90$51.31$51.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSLS
Sold putSold callAH

Direxion Shares ETF Trust Direxion Daily TSLA Bear 1X ETF options

Live interpolated TSLS call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily TSLA Bear 1X ETF$0.28$1.78$3.29$4.79$6.30$44.35$48.48$52.60$56.73$60.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLS spot · $51.32TSLS PRICE$0.44$0.56$0.65$0.74$0.83$0.98$1.20$1.41$1.59$1.76$1.93$2.13$2.34$0.48$0.65$0.83$1.03$1.26$1.49$1.87$2.26$2.68$3.14$3.65$4.26$5.87
PutsCheap0.83×
CallsCheap0.57×
SkewBearish+16.62 pp
Implied moveBearish±$3.06
TiltBearish28.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.1350.9%8.3%48.1451.9%7.1%
25Δ54.2548.5%6.8%48.7951.6%6.2%
30Δ53.4544.5%5.4%49.3851.6%5.4%
35Δ52.7840.4%4.3%49.9551.8%4.7%
40Δ52.2637.5%3.5%50.4851.7%4.1%
45Δ51.8236.6%2.9%51.0251.7%3.5%
50Δ51.4437.8%2.6%51.5854.3%3.1%
55Δ51.0739.0%2.3%52.1656.5%2.8%
60Δ50.7038.0%1.9%52.7957.8%2.4%
65Δ50.3536.5%1.5%53.4658.4%2.0%
70Δ49.9934.9%1.2%54.1658.8%1.6%
75Δ49.6633.1%0.9%54.9559.5%1.2%
80Δ49.3431.3%0.7%56.6569.3%1.0%

20Δ

Calls
Pseudo strike
55.13
IV
50.9%
B/E move
8.3%
Puts
Pseudo strike
48.14
IV
51.9%
B/E move
7.1%

25Δ

Calls
Pseudo strike
54.25
IV
48.5%
B/E move
6.8%
Puts
Pseudo strike
48.79
IV
51.6%
B/E move
6.2%

30Δ

Calls
Pseudo strike
53.45
IV
44.5%
B/E move
5.4%
Puts
Pseudo strike
49.38
IV
51.6%
B/E move
5.4%

35Δ

Calls
Pseudo strike
52.78
IV
40.4%
B/E move
4.3%
Puts
Pseudo strike
49.95
IV
51.8%
B/E move
4.7%

40Δ

Calls
Pseudo strike
52.26
IV
37.5%
B/E move
3.5%
Puts
Pseudo strike
50.48
IV
51.7%
B/E move
4.1%

45Δ

Calls
Pseudo strike
51.82
IV
36.6%
B/E move
2.9%
Puts
Pseudo strike
51.02
IV
51.7%
B/E move
3.5%

50Δ

Calls
Pseudo strike
51.44
IV
37.8%
B/E move
2.6%
Puts
Pseudo strike
51.58
IV
54.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
51.07
IV
39.0%
B/E move
2.3%
Puts
Pseudo strike
52.16
IV
56.5%
B/E move
2.8%

60Δ

Calls
Pseudo strike
50.70
IV
38.0%
B/E move
1.9%
Puts
Pseudo strike
52.79
IV
57.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
50.35
IV
36.5%
B/E move
1.5%
Puts
Pseudo strike
53.46
IV
58.4%
B/E move
2.0%

70Δ

Calls
Pseudo strike
49.99
IV
34.9%
B/E move
1.2%
Puts
Pseudo strike
54.16
IV
58.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
49.66
IV
33.1%
B/E move
0.9%
Puts
Pseudo strike
54.95
IV
59.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
49.34
IV
31.3%
B/E move
0.7%
Puts
Pseudo strike
56.65
IV
69.3%
B/E move
1.0%

Options history

IV · four-Friday blend45.74%
Daily EOD
TSLS42.3%44.2%46.1%2026-10-19: 45.80%2026-10-20: 45.54%2026-10-21: 44.99%2026-10-22: 43.57%2026-10-23: 43.49%2026-10-26: 43.42%2026-10-27: 44.09%2026-10-28: 42.52%2026-10-29: 43.40%2026-10-30: 45.74%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.80%
45.54%
44.99%
43.57%
43.49%
43.42%
44.09%
42.52%
43.40%
45.74%